+575.3%
FAST vs PPL
+62.0%
+513.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +6.9% | +5.4% | +1.4% | +4.7% |
| 3M | +4.8% | +4.3% | +0.6% | +3.0% |
| 6M | +19.8% | -1.3% | +21.1% | +20.1% |
| YTD | +34.9% | +4.7% | +30.2% | +31.8% |
| 1Y | +32.8% | +1.3% | +31.5% | +31.3% |
| 3Y | +93.7% | +57.2% | +36.5% | +59.2% |
| 5Y | +105.3% | +48.2% | +57.1% | +72.1% |
| All | +575.3% | +62.0% | +513.3% | +425.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling